Credit Suisse S&P MLP Index ETN Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7358 | 1.39 | |
| 0.0704 | 2.22 | |
| 0.8595 | 12.68 | |
| -1.1875 | -0.32 | |
| 4.6639 | 0.87 | |
| -7.2184 | -2.27 | |
| 5.2303 | 2.01 | |
| -1.5299 | -0.79 | |
| 0.2047 | 0.10 |
Estimation Period:
Dec 4, 2014 to Nov 3, 2023
Dec 4, 2014 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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